+556.2%
MS vs CCI
+63.9%
+492.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -1.7% | -3.4% | +1.6% | -0.7% |
| 30D | +0.9% | +9.9% | -9.0% | -2.2% |
| 3M | -10.8% | +22.7% | -33.5% | -16.9% |
| 6M | +0.9% | +0.8% | +0.1% | -0.5% |
| YTD | +9.8% | +4.1% | +5.7% | +6.2% |
| 1Y | +17.1% | -0.6% | +17.7% | +15.1% |
| 3Y | +175.7% | +9.4% | +166.3% | +151.6% |
| 5Y | +125.9% | -36.8% | +162.7% | +154.9% |
| 10Y | +556.2% | +65.4% | +490.7% | +608.9% |
| All | +556.2% | +63.9% | +492.3% | +608.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling